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RBC Bearings Incorporated RBC 477.05 -18.99 -3.83%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $475.66
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$6.33 $469.34 – $481.99 $468.05 – $483.27 $462.06 – $489.27
2 sessions ±1.9% ±$8.80 $466.86 – $484.46 $465.01 – $486.32 $456.68 – $494.64
3 sessions ±2.3% ±$11.09 $464.58 – $486.75 $462.44 – $488.89 $452.02 – $499.30
1 week ±3.0% ±$14.08 $461.58 – $489.74 $458.44 – $492.88 $445.65 – $505.68
2 weeks ±4.2% ±$19.79 $455.88 – $495.45 $451.17 – $500.16 $433.47 – $517.85
3 weeks ±5.1% ±$24.31 $451.36 – $499.97 $445.46 – $505.87 $424.29 – $527.04
1 month ±6.0% ±$28.69 $446.98 – $504.35 $439.89 – $511.43 $414.87 – $536.45
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.35%
Average actual move
3.63%
Beyond the implied move
1 / 2
Median IV change
-15.73%
Reaction session Implied Actual Used ATM IV before → after
May 15, 2026 ±4.43% -7.01% 1.58× —
May 16, 2025 ±4.27% +0.25% 0.06× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →